+192.9%
XOM vs MKC
+29.9%
+163.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | +4.1% | -1.5% | +5.5% | +4.4% |
| 30D | +4.6% | -3.1% | +7.7% | +5.2% |
| 3M | +14.0% | +5.2% | +8.8% | +12.3% |
| 6M | +11.0% | -12.8% | +23.8% | +13.9% |
| YTD | +40.7% | -23.3% | +64.0% | +48.5% |
| 1Y | +52.3% | -24.1% | +76.4% | +60.8% |
| 3Y | +60.5% | -32.1% | +92.6% | +72.3% |
| 5Y | +266.4% | -32.8% | +299.2% | +288.3% |
| All | +192.9% | +29.9% | +163.0% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling